Unai Emery's side won the tournament in both 2006 and 2007 and face Spanish counterparts Valencia in the first leg of their Europa League semi-final tie on Thursday at the Estadio Ramon Sanchez Pizjuan.
"We know what this competition means to this club – I knew it from the moment I arrived here,” said Bacca, talking to Uefa.com.
"We're playing really well at the moment and that's what football is all about: moments. It's important to make the most of these moments. We're playing our best football of the season.
"Now that I am here I can really see the excitement that the competition brings to the fans and the club and the ambition to win it one more time.”
Bacca, a summer arrival from Anderlecht, added that Sevilla’s failure to beat Valencia on two occasions this season means nothing ahead of the European encounter.
"Given that it is a semi-final, I think it is going to be a different thing, a beautiful experience – something good for Spanish football."
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